Fraction-of- Time Density Estimation Based on Linear Interpolation of Time Series

A new estimator for the probability density function of a signal observed over a finite observation interval is proposed. The estimator linearly interpolates adjacent samples and accommodates the presence of probability masses. The analysis is carried out in the fraction-of-time (FOT) probability fr...

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Published in:2021 Systems of Signals Generating and Processing in the Field of on Board Communications pp. 1 - 4
Main Authors: Shevgunov, Timofey, Napolitano, Antonio
Format: Conference Proceeding
Language:English
Published: IEEE 16.03.2021
Subjects:
Analytical models
cyclostationary processes
Density measurement
Estimation
fraction-of-time probability
Interpolation
probability density estimator
Probability density function
Stochastic processes
Time series analysis
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Abstract A new estimator for the probability density function of a signal observed over a finite observation interval is proposed. The estimator linearly interpolates adjacent samples and accommodates the presence of probability masses. The analysis is carried out in the fraction-of-time (FOT) probability framework where signals are modeled as single functions of time rather than sample paths of a stochastic process. Numerical results show the better performance of the proposed estimator with respect to the kernel-based estimator. Moreover, the usefulness of analyzing signals in the FOT framework is enlightened.
AbstractList A new estimator for the probability density function of a signal observed over a finite observation interval is proposed. The estimator linearly interpolates adjacent samples and accommodates the presence of probability masses. The analysis is carried out in the fraction-of-time (FOT) probability framework where signals are modeled as single functions of time rather than sample paths of a stochastic process. Numerical results show the better performance of the proposed estimator with respect to the kernel-based estimator. Moreover, the usefulness of analyzing signals in the FOT framework is enlightened.
Author Napolitano, Antonio
Shevgunov, Timofey
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  organization: Moscow Aviation Institute (National Research University),Moscow,Russia
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  givenname: Antonio
  surname: Napolitano
  fullname: Napolitano, Antonio
  email: antonio.napolitano@uniparthenope.it
  organization: University of Napoli "Parthenope",Napoli,Italy
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Snippet A new estimator for the probability density function of a signal observed over a finite observation interval is proposed. The estimator linearly interpolates...
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SubjectTerms Analytical models
cyclostationary processes
Density measurement
Estimation
fraction-of-time probability
Interpolation
probability density estimator
Probability density function
Stochastic processes
Time series analysis
Title Fraction-of- Time Density Estimation Based on Linear Interpolation of Time Series
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